+108.6%
ASML vs TTMI
+804.2%
-695.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.8% | -4.7% | +0.7% |
| 7D | +1.1% | +5.9% | -4.8% | -1.2% |
| 30D | +2.2% | -4.3% | +6.5% | +3.2% |
| 3M | -2.3% | -32.0% | +29.8% | +11.2% |
| 6M | +23.0% | +19.5% | +3.5% | +10.0% |
| YTD | +61.1% | +82.0% | -21.0% | +19.1% |
| 1Y | +129.1% | +172.6% | -43.5% | +38.5% |
| 3Y | +165.4% | +744.7% | -579.3% | -11.4% |
| All | +108.6% | +804.2% | -695.7% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TTMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling